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999			_c17327 _d17327
001			021333248
003			UkOxU
005			20200423202148.0
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007			cr |||||||||||
008			170810s2017 gw a o 000 0 eng d
015			_aGBB8K0064 _2bnb
020			_a9783662544860 _q(electronic bk.)
020			_a3662544865 _q(electronic bk.)
020			_z9783662544853 _q(print)
020			_z3662544857
024	7		_a10.1007/978-3-662-54486-0 _2doi
035			_a(Uk)019100276
037			_acom.springer.onix.9783662544860 _bSpringer Nature
040			_aGW5XE _beng _erda _epn _cGW5XE _dYDX _dOCLCF _dUAB _dAZU _dUPM _dMERER _dFIE _dOCLCQ _dESU _dIOG _dCOO _dJG0 _dU3W _dCAUOI _dOCLCQ _dKSU _dVT2 _dAU@ _dUk
042			_aukblsr
050		4	_aHG106
082	0	4	_a332.01/5118 _223
245	0	0	_aApplied quantitative finance / _cWolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, editors.
264		1	_aBerlin, Germany : _bSpringer, _c2017.
300			_a1 online resource (x, 372 pages) : _billustrations (some color).
336			_atext _2rdacontent
337			_acomputer _2rdamedia
338			_aonline resource _2rdacarrier
490	1		_aStatistics and computing, _x1431-8784
500			_aAcademic
505	0		_aPart I Market Risk: VaR in High-Dimensional Systems -- Multivariate Volatility Models -- Portfolio Selection with Spectral Risk Measures -- Implementation of Local Stochastic Volatility Model -- Part II Credit Risk: Estimating DTD via Sequential Monte Carlo.- Risk Measurement with Spectral Capital Allocation.- Market Based Credit Rating and its Applications.- Using Public Information to Predict Corporate Default Risk.- Stress Testing in Credit Portfolio Models.- Penalized Independent Factor.- Term Structure of Loss Cascades in Portfolio Securitisation.- Credit Rating Score Analysis -- Part III Dynamics Risk Measurement: Copulae in High Dimensions -- An Introduction.- Measuring and Modeling Risk Using High-Frequency Data.- Measuring Financial Risk in Energy Markets.- Risk Analysis of Cryptocurrency as an Alternative Asset Class.- Time Varying Quantile Lasso.- Dynamic Topic Modelling for Cryptocurrency Community Forums.
506	1		_aLegal Deposit; _cOnly available on premises controlled by the deposit library and to one user at any one time; _eThe Legal Deposit Libraries (Non-Print Works) Regulations (UK). _5UkOxU
540			_aRestricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force. _5UkOxU
546			_aEnglish
588	0		_aOnline resource; title from PDF title page (SpringerLink, viewed August 10, 2017).
650		0	_aStatistics. _938058
650		0	_aFinance _xMathematical models. _938059
650		0	_aRisk _xMathematical models. _938060
650		7	_aFinance _xMathematical models. _2fast _0(OCoLC)fst00924398 _938059
650		7	_aRisk _xMathematical models. _2fast _0(OCoLC)fst01098126 _938060
650	1	4	_aStatistics. _938058
650	2	4	_aStatistics for Business/Economics/Mathematical Finance/Insurance. _938061
650	2	4	_aQuantitative Finance. _937954
650	2	4	_aRisk Management. _938062
650	2	4	_aBusiness Finance. _938063
650		7	_aMathematics _xApplied. _2bisacsh _938064
650		7	_aBusiness & Economics _xInsurance _xRisk Assessment & Management. _2bisacsh _938065
650		7	_aBusiness & Economics _xCorporate Finance. _2bisacsh _938066
650		7	_aFinance & accounting. _2bicssc _938067
650		7	_aManagement & management techniques. _2bicssc _938068
650		7	_aCorporate finance. _2bicssc _938069
650		0	_aFinance. _938070
650		0	_aRisk management. _938071
650		7	_aBusiness & Economics _xStatistics. _2bisacsh _938072
650		7	_aProbability & statistics. _2bicssc _938073
655		4	_aElectronic books. _938074
700	1		_aHärdle, Wolfgang, _eeditor. _938075
700	1		_aChen, Cathy Yi-Hsuan, _eeditor. _938076
700	1		_aOverbeck, Ludger, _eeditor. _938077
830		0	_aStatistics and computing. _x1431-8784 _938078
856			_uhttp://online.fliphtml5.com/lluzx/waau/ _zЦахимаар унших
884			_aLDL ebooks ONIX to marcxml transformation using Record_Load-eBooks_Legal_Deposit_onix2marc_v2-1.xsl _g20181024 _kcom.springer.onix.9783662544860 _qUk
942			_2ddc _cEB